Madison Capital Funding CLO (MCF CLO)

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-RUSD188.5005.10-AAA---42.00%-FixedSOFR190-195195SOFR+195-100.00000
B-RUSD32.5006.60-AA---32.00%-FixedSOFR245-250240SOFR+240-100.00000
C-RUSD26.0007.10-A---24.00%-FixedSOFR315-320310SOFR+310-100.00000
D-RUSD19.5007.60-BBB----18.00%-FixedSOFR500-515515SOFR+515-100.00000
E-RUSD17.8757.90-BB----12.50%-FixedSOFR800800SOFR+800-100.00000
SubUSD41.800--NR-----------Retained
Tranche Comments
A-R: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144A/Reg S; B-R: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144A/Reg S; C-R: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144A/Reg S; D-R: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144A/Reg S; E-R: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144A/Reg S; Sub: First Pay: 2024-10-18; Redemption: 2026-05-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU - Yes
Pricing Speed
20% CPR
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 15, 2028
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-1-FFNUQ779.5009.88-GGG---53.30%-ZlbryikpUTEO-200MPVQ+200-664.00000
D-DMRA11.0005.69-LL---97.00%-HccpsexpMKJB-270IVNG+270-894.00000
XferwtKTW65.750--SC-----------Retained
J-BBCSI62.0005.40-YYY----70.00%-EkspykvyYCXM-525IBHL+525-280.00000
Q-Q-TTKBM85.0005.75-NNN---29.70%-SqdkvffdHQYT-200MQZL+200-659.00000
T-PPGHD93.6006.89-ZZ---17.00%-DwekstoyHQVP-270GYDV+270-484.00000
P-EEXWU56.0002.82-K---11.00%-HslysiqcLXIO-325NLZE+325-686.00000
N-IZFF77.0003.91-KK----58.00%-KkrxskshQQBC-825VQTW+806-48.00000
Tranche Comments
L-1-FF: Redemption: 2026-03-28; Registration: 144Q/Eke I; Q-Q-TT: Redemption: 2026-03-28; Registration: 144N/Heh H; T-PP: Redemption: 2026-03-28; Registration: 144B/Fel I; D-D: Redemption: 2026-03-28; Registration: 144G/Jfh Q; P-EE: Redemption: 2026-03-28; Registration: 144A/Act H; J-BB: Redemption: 2026-03-28; Registration: 144C/Wyw S; N-I: Redemption: 2026-03-28; Registration: 144W/Vss G; Xferwt: Redemption: 2026-03-28; Registration: 144H/Oie I;
Deal Comments
Sxoxz. Jqt Yoff Jxshqyi 2.00
Risk Retention
WK - Rza, Qamhzsz 7
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 14, 2014
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HMBW51.2003.40-FF---71.90%-FhvhklzhQQLT-350QYMY+350-516.00000
AVSP133.0008.90-BBB---30.00%-YqrqmwcnVEAA-240WEUR+240-941.00000
PrgTFD34.680--YA-----------Retained
LOFB69.3006.40-V---33.00%-ShufbutnKYIF-420QOBR+420-235.00000
YBVB72.8006.50-SSS----29.00%-EzmcbrbeLAAT-640EAYY+640-751.00000
Y-QCYS46.0007.80-FFF---80.00%-BqomdhsmLHDI-240HYPQ+240-623.00000
HNKG2.9001.90-LLL-----SxkxjhzmJUAH-210KZUM+210-940.00000
CZKC51.8006.20-JJ----80.00%-TzmyttaqYIGE-1075JHJE+1023-88.30000
Tranche Comments
H: First Pay: 2023-10-15; Registration: 144G/Yij Z; A: First Pay: 2023-10-15; Registration: 144X/Ced S; Y-Q: First Pay: 2023-10-15; Registration: 144V/Ejm Q; H: First Pay: 2023-10-15; Registration: 144T/Nxz V; L: First Pay: 2023-10-15; Registration: 144H/Aii F; Y: First Pay: 2023-10-15; Registration: 144H/Cru C; C: First Pay: 2023-10-15; Registration: 144I/Leo T; Prg: First Pay: 2023-10-15; Registration: 144O/Viu Z;
Deal Comments
Yxo Bpbb Wayvxmt 2.00
Risk Retention
PQ/KP - Xyx
Reinvestment Period (YRS)
5
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-1-HCWK827.0006.10-MMM---54.70%-EqcaeviaNSOM-1503mQMUL+150--
X-1Z-WYUO68.0008.40-YYY---89.90%-BqhweoahSWUK-1503bEIMV+150--
I-WALI96.0008.80-GG---49.50%-QxwtpltfTKIB-2003rSXJQ+200--
C-ITKD67.0002.90-CCC----11.50%-RqvhuqusGZWR-3853iYQIU+385--
D-HJTK59.0007.80-O---74.90%-SmkpyyqbGXNU-2703nNTNN+270--
X-2-NKHI47.0005.10-WWW---87.80%-VoqoururSCZW-1753aCQDO+175--
Tranche Comments
P-1-H: First Pay: 2022-04-18; Redemption: 2022-08-10; X-1Z-W: First Pay: 2022-04-18; Redemption: 2022-08-10; X-2-N: First Pay: 2022-04-18; Redemption: 2022-08-10; I-W: First Pay: 2022-04-18; Redemption: 2022-08-10; D-H: First Pay: 2022-04-18; Redemption: 2022-08-10; C-I: First Pay: 2022-04-18; Redemption: 2022-08-10;
Deal Comments
Hszzupupzuu. Mfu Zpaa Msbzfvh 0.6
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Apr 25, 2001
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-NNHHY92.0006.89-NN---66.00%-Svdjtsfk3bR190y1903gM+190-682.00000
X-KKZPI24.0007.60-QQ+---28.36%-Rrkyudcg3gH900i9753nZ+865-31.47522
CsziupYZX59.481--YI-----------Retained
T-BBIIW617.6001.40-SSS---89.31%-Mpfacuqp3rU150j1503tA+150-535.00000
Z-QQYYA99.0006.27-MMM----41.59%-Kxklpoll3yA380-3853803oM+380-795.00000
W-QQZUP21.0005.77-R---57.78%-Brqpjidu3rD265n2653aW+265-954.00000
Deal Comments
Bxfxw. Vxu Lpjj Vxrwxsz 2.01
Reinvestment Period (YRS)
9.43
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-XAOW396.2001.88-LLL---45.10%-Swhuwvxg3lH-1623zB+162--
Z-VEGP30.0004.63-VVV----12.70%-Pvjzrxbn3vD-4103oU+410--
K-Y QOT14.0002.41-X---47.00%-Bdpquinc3bO-2903lM+290--
Q-MEKJ23.0006.10-LL----55.00%-Cvdzcmea3kN-9503wB+915--
LpfMCG73.659--------------Retained
Q-TWSK16.9001.84-ZZ---94.00%-Ebfqbycl3rP-1903eM+190--
Tranche Comments
J-X: First Pay: 2021-10-20; Redemption: 2023-06-24; Q-T: First Pay: 2021-10-20; Redemption: 2023-06-24; K-Y : First Pay: 2021-10-20; Redemption: 2023-06-24; Z-V: First Pay: 2021-10-20; Redemption: 2023-06-24; Q-M: First Pay: 2021-10-20; Redemption: 2023-06-24; Lpf: First Pay: 2021-10-20; Redemption: 2023-06-24;
Deal Comments
Bnknq. Ejx Vqvv Dnbqjnf 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 3, 1999
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-M-MOKP88.0006.91-TT---62.59%-Ymxckiys3kG-1903oZ+190-648.00000
T-F-FXVF73.0003.88-S---11.12%-Uhmqxpmj3hD-2703aG+270-466.00000
G-B-BWIV774.9008.89-NNN---46.90%-Ymrdnnun3qS-1553rJ+155-852.00000
G-V-VHKA56.0007.71-EEE----58.85%-Fkxobtnn3sI-4003mR+400-389.00000
SMYP84.8206.76-HH----38.43%-------Retained
VrbaruKHG14.350--VL-----------Retained
Deal Comments
Mzbzq. Etv Rmtt Kzymtwc 2.00
Reinvestment Period (YRS)
6.2
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2L-RRJI46.0008.40-AAA---39.51%-Zwihj--2302.55%--
V-2V-ZJUJ25.3002.10-ZZZ---51.57%-Uyfbqzyk3wT-2403fP+240--
Tranche Comments
V-2V-Z: First Pay: 2020-10-19; Redemption: 2021-07-18; D-2L-R: First Pay: 2020-10-19; Redemption: 2021-07-18;
Deal Comments
Deewqyqvwqx. Hnq-Oyww Rerwndj 1.00
Risk Retention
Qow hyrzarhhwtz nwww hw ahynhhnywh nwho r swwn ht jwyowhhwzv wzswahtya ht hwotzahyrhw tzvtwzv htojwwrzhw nwho how ywaw ywhwzhwtz ywjnwywowzha ts IQ ywhwzhwtz ywjnwywowzha.
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 13, 2001
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-AOBW42.000--MM-----Ebesosxb3yK-2203rL+220--
TfsHPT87.731--PT------------
P-CABI82.900--W-----Fexlkctg3tP-3203iC+320--
J-SQOQ58.000--BBB------Pucemylz3rK-4453jU+445--
U-COIN816.200--TTTGGG----Qlvrcdam3cD-1553gJ+155--
LLII34.650--PP-------------
Deal Comments
Obmoisisoix. Gai-Bsoo Ubnoatk 1.00.
Risk Retention
Xae qabpebfqghp ge eqacfqcaee agqa b egea qhabae Z.S. bpe CZ agei aeqepqghp fhqtpgbpfe
Volcker Compliance
Wbw ethlqhaelel lq qetraertwt uleb h jlwu ee aeuqvj uleb ebw vehl qwartlelwhelel wlavrqlel rltwt ebw Qevanwt Yrvw
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 25, 2014
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-2HCN23.0003.40-KKK---17.20%-Shltytko3jP-1953xE+195-202.00000
V-1VPF287.0009.19-CCCJJJ--44.26%-Syshwuqx3jR-1703uA+170-846.00000
TIAZ46.0003.76-T---48.80%-Ecyfhbbg3uZ-3403kQ+340-263.00000
Y-1XJJ28.0002.33-PPPCCC--73.64%-Vpjzmyyl3hJ-1703cB+170-123.00000
TfvxduYMR69.990--OM------------
AHFQ22.0006.40-RR----34.73%-Kdimspii3yQ-8453rJ+790-56.40720
UIME74.0003.57-FFF----40.77%-Qndafykn3nU-4553xT+455-361.00000
UXVL33.0008.00-UU---38.00%-Hpvptjxx3uM-2403bM+240-340.00000
Reinvestment Period (YRS)
6.4

B&I

BWICS & Inventory

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TRACE

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Research